Classical (Euclidean) Laguerre geometry studies oriented hyperplanes, oriented hyperspheres, and their oriented contact in Euclidean space. We describe how this can be generalized to arbitrary Cayley-Klein spaces, in particular hyperbolic and elliptic space, and study the corresponding groups of Laguerre transformations. We give an introduction to Lie geometry and describe how these Laguerre geometries can be obtained as subgeometries. As an application of two-dimensional Lie and Laguerre geometry we study the properties of checkerboard incircular nets.